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1. www.cmegroup.com › market-data › cme-group-benchmark-administrationTerm SOFR - CME Group

   www.cmegroup.com › market-data › cme-group-benchmark-administration

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   17 kwi 2024 · The CME Term SOFR Reference Rates benchmark is a daily set of forward-looking interest rate estimates, calculated and published for 1-month, 3-month, 6-month and 12-month tenors. CME Term SOFR Reference Rates are: Endorsed by the ARRC; Designed to adhere to the IOSCO Principles for Financial Benchmarks; Compliant with Benchmark Regulations

   • Fact Sheet

     The CME Term SOFR Daily Total Return Indices are calculated...

2. www.newyorkfed.org › markets › reference-ratesSOFR Averages and Index Data - Federal Reserve Bank of New York

   www.newyorkfed.org › markets › reference-rates

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   SOFR Averages and Index Data. As an extension of the Secured Overnight Financing Rate (SOFR), the SOFR Averages are compounded averages of the SOFR over rolling 30-, 90-, and 180-calendar day periods.

3. cmegroupclientsite.atlassian.net › pages › 46116940CME Term SOFR Reference Rates - CME Group Client Systems Wiki -...

   cmegroupclientsite.atlassian.net › pages › 46116940

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   26 kwi 2024 · This page describes Term SOFR benchmarks and the data available on DataMine. CME Term SOFR Reference Rates provide an indication of the forward-looking measurement of overnight SOFR, based on market expectations implied from leading derivatives markets.

4. www.cmegroup.com › articles › faqsCME Term SOFR Reference Rates ‒ Frequently Asked Questions

   www.cmegroup.com › articles › faqs

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   26 kwi 2023 · The CME Term SOFR Reference Rates benchmark is a daily set of forward-looking interest rate estimates, calculated and published for 1-month, 3-month, 6-month and 12-month tenors. CME Term SOFR Reference Rates are: Endorsed by the ARRC. Designed to adhere to the IOSCO Principles for Financial Benchmarks. Compliant with Benchmark Regulations.

5. cmegroupclientsite.atlassian.net › pages › 46181811CME Term SOFR Constituent File - CME Group Client Systems Wiki -...

   cmegroupclientsite.atlassian.net › pages › 46181811

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   26 kwi 2024 · CME Term SOFR Constituent File contains the inputs used in the calculation of CME Term SOFR. This data set includes the prices, volumes and quote data from each of the 14 observation intervals, as well as the Final VWAPs and FOMC dates used in the projection model to calculate CME Term SOFR.

6. www.chathamfinancial.com › technology › us-forward-curvesTerm SOFR and Treasury Forward Curves | Chatham Financial

   www.chathamfinancial.com › technology › us-forward-curves

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   21 paź 2024 · View Term SOFR and Treasury forward curve charts or download the data in Excel to estimate the forecasting or underwriting of monthly floating rate debt.

7. www.newyorkfed.org › microsites › arrcTemplates for Using SOFR - Federal Reserve Bank of New York

   www.newyorkfed.org › microsites › arrc

   Monthly SOFR Futures and a number of SOFR FRNs are based on simple averages of SOFR in Arrears. FRN issuance systems had already been developed for the effective fed funds rate based on simple interest, making it easier for initial SOFR FRNs to use simple interest.